Stochastic duration and dynamic measure of risk in financial futures
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Stochastic duration and dynamic measure of risk in financial futures
- by
- Chen, Andrew H; Park, Hun Y. (Hun Young), 1951-; Wei, K. John; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
- Publication date
- 1984
- Topics
- Financial futures, Corporations
- Publisher
- [Urbana] : College of Commerce and Business Administration,University of Illinois at Urbana-Champaign
- Collection
- university_of_illinois_urbana-champaign; americana
- Contributor
- University of Illinois Urbana-Champaign
- Language
- English
- Volume
- 1063
Bibliography: p.11-12
Notes
irregularities include: faded text is representative of physical pages. tight margins, missing/cut-off text on pages 6, 7 and 15.
- Addeddate
- 2011-11-21 16:28:05
- Associated-names
- Park, Hun Y. (Hun Young), 1951-; Wei, K. John; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
- Bookplateleaf
- 0008
- Call number
- 6510542
- Camera
- Canon EOS 5D Mark II
- External-identifier
- urn:oclc:record:1085334587
- Foldoutcount
- 0
- Identifier
- stochasticdurati1063chen
- Identifier-ark
- ark:/13960/t6b28w832
- Ocr_converted
- abbyy-to-hocr 1.1.37
- Ocr_module_version
- 0.0.21
- Openlibrary_edition
- OL25105815M
- Openlibrary_work
- OL16288846W
- Page-progression
- lr
- Page_number_confidence
- 0
- Page_number_module_version
- 1.0.3
- Pages
- 34
- Possible copyright status
- In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
- Ppi
- 350
- Scandate
- 20111129165750
- Scanner
- scribe3.il.archive.org
- Scanningcenter
- il
- Worldcat (source edition)
- 720632786
- Full catalog record
- MARCXML
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